+492.1%
EFX vs LPLA
+1,275.5%
-783.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.5% | -2.5% |
| 7D | -7.8% | -2.1% | -5.8% | -7.4% |
| 30D | -5.7% | -3.3% | -2.4% | -5.1% |
| 3M | +2.5% | +23.5% | -21.0% | -2.2% |
| 6M | -16.7% | +12.0% | -28.7% | -19.1% |
| YTD | -20.2% | -1.7% | -18.5% | -20.7% |
| 1Y | -31.4% | +3.2% | -34.6% | -32.8% |
| 3Y | -10.5% | +46.2% | -56.7% | -20.7% |
| 5Y | -35.2% | +144.9% | -180.1% | -50.7% |
| 10Y | +40.2% | +1,195.1% | -1,154.9% | -29.7% |
| All | +492.1% | +1,275.5% | -783.3% | +157.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LPLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling